Yes I agree. These sorts of scene have been done to death in so many other shows, there is nothing shocking about it anymore other than that its not shocking anymore. I'd have rather had Theons fate be in question for the next 2 seasons, like it was in the books. Still they need to give him some screen time to keep him around so we get stuck with this.
You're still not understanding that having characters disappear for 3 years and then come back is terrible for television. People barely remember what happened to Theon at the end of Season 2 which is why so few non readers know who the hell is torturing him.
There's no internal monologue on TV. We can't just see Theon 3 years later completely broken and feel the same sympathy for him that we get from reading his inner thoughts. It just doesn't work. We need to see it happen.